S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 887.00 909.95 22.95 2.6% 886.07
High 911.76 913.84 2.08 0.2% 924.60
Low 881.46 891.87 10.41 1.2% 879.61
Close 910.33 893.06 -17.27 -1.9% 887.00
Range 30.30 21.97 -8.33 -27.5% 44.99
ATR 21.35 21.40 0.04 0.2% 0.00
Volume
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 965.50 951.25 905.14
R3 943.53 929.28 899.10
R2 921.56 921.56 897.09
R1 907.31 907.31 895.07 903.45
PP 899.59 899.59 899.59 897.66
S1 885.34 885.34 891.05 881.48
S2 877.62 877.62 889.03
S3 855.65 863.37 887.02
S4 833.68 841.40 880.98
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1,032.04 1,004.51 911.74
R3 987.05 959.52 899.37
R2 942.06 942.06 895.25
R1 914.53 914.53 891.12 928.30
PP 897.07 897.07 897.07 903.95
S1 869.54 869.54 882.88 883.31
S2 852.08 852.08 878.75
S3 807.09 824.55 874.63
S4 762.10 779.56 862.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 924.60 879.61 44.99 5.0% 21.84 2.4% 30% False False
10 924.60 878.94 45.66 5.1% 20.08 2.2% 31% False False
20 930.17 856.85 73.32 8.2% 19.93 2.2% 49% False False
40 930.17 783.32 146.85 16.4% 20.07 2.2% 75% False False
60 930.17 666.79 263.38 29.5% 22.40 2.5% 86% False False
80 930.17 666.79 263.38 29.5% 22.94 2.6% 86% False False
100 943.85 666.79 277.06 31.0% 23.70 2.7% 82% False False
120 943.85 666.79 277.06 31.0% 24.57 2.8% 82% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,007.21
2.618 971.36
1.618 949.39
1.000 935.81
0.618 927.42
HIGH 913.84
0.618 905.45
0.500 902.86
0.382 900.26
LOW 891.87
0.618 878.29
1.000 869.90
1.618 856.32
2.618 834.35
4.250 798.50
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 902.86 897.65
PP 899.59 896.12
S1 896.33 894.59

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These figures are updated between 7pm and 10pm EST after a trading day.

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